Probability and Risk Analysis

An Introduction for Engineers

Igor Rychlik, Jesper Rydén (Autoren)

Buch | Hardcover

X, 281 Seiten

2006 | 2006
Springer Berlin (Verlag)
978-3-540-24223-9 (ISBN)

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The purpose of this book is to present concepts in a statistical treatment of risks. Such knowledge facilitates the understanding of the in?uence of random phenomena and gives a deeper knowledge of the possibilities o?ered by and algorithms found in certain software packages. Since Bayesian methods are frequently used in this ?eld, a reasonable proportion of the presentation is devoted to such techniques. The text is written with student in mind - a student who has studied - ementary undergraduate courses in engineering mathematics, may be incl- ing a minor course in statistics. Even though we use a style of presentation traditionally found in the math literature (including descriptions like de- itions, examples, etc.), emphasis is put on the understanding of the theory and methods presented; hence reasoning of an informal character is frequent. With respect to the contents (and its presentation), the idea has not been to write another textbook on elementary probability and statistics - there are plenty of such books - but to focus on applications within the ?eld of risk and safety analysis. Each chapter ends with a section on exercises; short solutions are given in appendix. Especially in the ?rst chapters, some exercises merely check basic concepts introduced, with no clearly attached application indicated. However, among the collection of exercises as a whole, the ambition has been to present problems of an applied character and to a great extent real data sets have been used when constructing the problems.

Basic Probability.- Probabilities in Risk Analysis.- Distributions and Random Variables.- Fitting Distributions to Data - Classical Inference.- Conditional Distributions with Applications.- to Bayesian Inference.- Intensities and Poisson Models.- Failure Probabilities and Safety Indexes.- Estimation of Quantiles.- Design Loads and Extreme Values.

From the reviews:

"This is a textbook for students with basic (undergraduate courses) mathematical knowledge. In the first part, elementary statistical methods are explained including basic ideas of Bayesian inference and point processes. The second part is devoted to probabilistic assessment of risk in engineering problems. ... Each chapter ends with a section on exercises, short solutions are given in appendix." (Daniela Jarusková, Zentralblatt MATH, Vol. 1145, 2008)

Erscheint lt. Verlag	2.8.2006
Zusatzinfo	X, 281 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	555 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Themenwelt	Naturwissenschaften
Schlagworte	algorithm • Analysis • Bayesian Methods • best fit • Conditional distributions • Correlation • Covariance • Data Analysis • Fitting • Mathematics • Poisson Models • Quality Control, Reliability, Safety and Risk • Random Variable • random variables • Safety • Software • Statistics • Wahrscheinlichkeitsrechnung
ISBN-10	3-540-24223-6 / 3540242236
ISBN-13	978-3-540-24223-9 / 9783540242239
Zustand	Neuware